It is illegal to buy or sale lock picks in California. So you will have to get it from a online site or somewhere else.
But for owning lock picks, as far as I can see it is not illegal unless, used or have the intent to use for burglary. I also have a cop friend he also picks lock for a hobby. He said that he wouldn't charge a person with lock picks unless they commented a crime such as burglary.
In 1971, I bought my first commercially made picks from a hardware store on mission street in sanfrancisco. at the time I was working for a mission street locksmith, but the picks were sold in a large 'everything' type of hardware store, anyone could buy them back then. Nice plasticrubbery handles.